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ZWS vs. T.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ZWST.TO
YTD Return7.82%-3.56%
1Y Return48.58%-17.03%
3Y Return (Ann)-13.75%0.60%
5Y Return (Ann)2.47%2.94%
10Y Return (Ann)8.87%6.22%
Sharpe Ratio1.93-0.97
Daily Std Dev25.84%17.31%
Max Drawdown-69.31%-88.00%
Current Drawdown-50.42%-27.53%

Fundamentals


ZWST.TO
Market Cap$5.49BCA$32.41B
EPS$0.59CA$0.58
PE Ratio53.7137.84
PEG Ratio1.501.89
Revenue (TTM)$1.53BCA$20.00B
Gross Profit (TTM)$465.50MCA$6.52B
EBITDA (TTM)$302.80MCA$5.62B

Correlation

-0.50.00.51.00.3

The correlation between ZWS and T.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ZWS vs. T.TO - Performance Comparison

In the year-to-date period, ZWS achieves a 7.82% return, which is significantly higher than T.TO's -3.56% return. Over the past 10 years, ZWS has outperformed T.TO with an annualized return of 8.87%, while T.TO has yielded a comparatively lower 6.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%December2024FebruaryMarchAprilMay
219.32%
91.14%
ZWS
T.TO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Zurn Water Solutions Corporation

TELUS Corporation

Risk-Adjusted Performance

ZWS vs. T.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurn Water Solutions Corporation (ZWS) and TELUS Corporation (T.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ZWS
Sharpe ratio
The chart of Sharpe ratio for ZWS, currently valued at 1.96, compared to the broader market-2.00-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ZWS, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.006.002.89
Omega ratio
The chart of Omega ratio for ZWS, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for ZWS, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for ZWS, currently valued at 8.59, compared to the broader market-10.000.0010.0020.0030.008.59
T.TO
Sharpe ratio
The chart of Sharpe ratio for T.TO, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.004.00-0.78
Sortino ratio
The chart of Sortino ratio for T.TO, currently valued at -1.01, compared to the broader market-4.00-2.000.002.004.006.00-1.02
Omega ratio
The chart of Omega ratio for T.TO, currently valued at 0.88, compared to the broader market0.501.001.500.88
Calmar ratio
The chart of Calmar ratio for T.TO, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.40
Martin ratio
The chart of Martin ratio for T.TO, currently valued at -1.21, compared to the broader market-10.000.0010.0020.0030.00-1.21

ZWS vs. T.TO - Sharpe Ratio Comparison

The current ZWS Sharpe Ratio is 1.93, which is higher than the T.TO Sharpe Ratio of -0.97. The chart below compares the 12-month rolling Sharpe Ratio of ZWS and T.TO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.96
-0.78
ZWS
T.TO

Dividends

ZWS vs. T.TO - Dividend Comparison

ZWS's dividend yield for the trailing twelve months is around 0.95%, less than T.TO's 6.61% yield.


TTM20232022202120202019201820172016201520142013
ZWS
Zurn Water Solutions Corporation
0.95%0.99%0.95%0.82%0.81%0.00%0.00%41.74%0.00%0.00%0.00%0.00%
T.TO
TELUS Corporation
6.61%6.17%5.19%4.27%4.70%4.48%4.64%4.14%4.30%4.39%3.63%3.72%

Drawdowns

ZWS vs. T.TO - Drawdown Comparison

The maximum ZWS drawdown since its inception was -69.31%, smaller than the maximum T.TO drawdown of -88.00%. Use the drawdown chart below to compare losses from any high point for ZWS and T.TO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-50.42%
-33.37%
ZWS
T.TO

Volatility

ZWS vs. T.TO - Volatility Comparison

Zurn Water Solutions Corporation (ZWS) has a higher volatility of 5.84% compared to TELUS Corporation (T.TO) at 4.06%. This indicates that ZWS's price experiences larger fluctuations and is considered to be riskier than T.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
5.84%
4.06%
ZWS
T.TO

Financials

ZWS vs. T.TO - Financials Comparison

This section allows you to compare key financial metrics between Zurn Water Solutions Corporation and TELUS Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Please note, different currencies. ZWS values in USD, T.TO values in CAD